Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.57 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47967.83 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46572.93 Kr¶

PnL: ---------------------------------------> -315.64 Kr¶

DD now: ---------------------------------> -1.361 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 14:52:03.789111'

Anic Portfolio¶

Today¶

Return: 0.537 %¶

This Week¶

Return: 0.914 %¶

Total¶

Return: 57.034 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.730000 2849.000000 213.000000 8.080000 2636.000010
Beijer Electronics Group 26 -0.500000 3088.800000 117.800000 3.960000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 0.690000 437.000000 82.000000 23.100000 355.000000
Corem Property Group B 59 -1.160000 654.900000 77.900000 13.500000 576.999999
Boozt 12 0.000000 1706.400000 52.400000 3.170000 1653.999996
HMS Networks 2 0.330000 722.000000 49.000000 7.280000 673.000000
SAAB B 8 0.610000 3415.200000 38.200000 1.130000 3377.000000
FM Mattsson Mora Group B 50 -0.170000 2965.000000 38.000000 1.300000 2927.000000
OEM International B 7 0.760000 560.000000 32.000000 6.060000 527.999997
Intrum 4 1.030000 551.800000 24.800000 4.710000 527.000000
Norva24 Group 16 3.420000 560.640000 17.640000 3.250000 543.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 577.500000 15.500000 2.760000 562.000005
Coor Service Management Hold. 8 0.070000 547.200000 15.200000 2.860000 532.000000
Eastnine 4 0.000000 505.600000 14.600000 2.970000 491.000000
MedCap 2 -1.140000 435.000000 14.000000 3.330000 421.000000
Samhällsbyggnadsbo. i Norden D 12 -0.090000 259.440000 13.440000 5.460000 246.000000
AcadeMedia 12 0.940000 565.920000 8.920000 1.600000 557.000004
Resurs Holding 22 0.190000 579.700000 5.700000 0.990000 573.999998
Karnov Group 9 -1.480000 540.000000 4.000000 0.750000 536.000004
Swedbank A 3 1.530000 567.600000 3.600000 0.640000 564.000000
Securitas B 6 0.380000 571.560000 1.560000 0.270000 570.000000
Creaspac SPAC 6 -0.100000 577.800000 0.800000 0.140000 577.000002
Handelsbanken A 5 0.090000 544.500000 -1.500000 -0.270000 546.000000
Essity B 2 -1.380000 572.000000 -2.000000 -0.350000 574.000000
Essity A 4 -1.890000 1144.000000 -5.000000 -0.440000 1149.000000
Nordea Bank Abp 29 -0.070000 3446.940000 -7.060000 -0.200000 3453.999992
Midsona B 63 -1.400000 575.190000 -7.810000 -1.340000 582.999984
CTEK 13 0.300000 524.420000 -9.580000 -1.790000 533.999999
International Petroleum Corp. 5 2.210000 555.000000 -39.570000 -6.660000 594.565215
Vivesto 1368 1.570000 567.720000 -45.280000 -7.390000 612.999432
Sampo Oyj SDB 7 -0.090000 3776.500000 -73.500000 -1.910000 3850.000000
OX2 18 1.070000 1530.000000 -134.000000 -8.050000 1663.999992
Axfood 13 0.540000 3607.500000 -148.500000 -3.950000 3756.000001
Ovzon 52 4.070000 3057.600000 -304.400000 -9.050000 3361.999992
Fasadgruppen Group 35 -0.710000 3433.500000 -377.500000 -9.910000 3810.999990
TOTAL 46572.930000 -315.640000 -1.36143% 46888.564618

Updated:¶

'2023-01-18 14:52:16.229229'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶